-33.6%
CLX vs GH
+355.8%
-389.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -3.5% | -2.1% | -1.5% | -3.5% |
| 30D | -11.9% | -4.5% | -7.4% | -11.8% |
| 3M | -2.6% | +28.9% | -31.5% | -3.0% |
| 6M | -18.2% | +76.5% | -94.7% | -18.9% |
| YTD | -5.9% | +57.6% | -63.5% | -6.7% |
| 1Y | -23.8% | +167.5% | -191.4% | -24.9% |
| 3Y | -33.6% | +377.4% | -411.0% | -36.7% |
| All | -33.6% | +355.8% | -389.4% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling